This bug has been fixed in Release 2011a (R2011a). For previous product releases, read below for any possible workarounds:
Currently, Microsoft .NET Framework 4.0 is not supported. Versions 2.0 and 3.5 are supported. When the documentation was written, .NET 4.0 had not been released yet, so "2.0 and above" meant 2.0 and 3.5.